coverage
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-26, from us-market-volume-by-hour-beijing-time.
| month | sessions | avg_session_bars |
|---|---|---|
| 2026-04 | 21 | 390 |
| 2026-05 | 20 | 390 |
| 2026-06 | 21 | 390 |
- Rows × columns
- 3 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
month |
text | 3 distinct values (2026-04, 2026-05, 2026-06) | |
sessions |
number | 20 to 21 | |
avg_session_bars |
number | every row is 390 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
formatDateTime(toStartOfMonth(session_date), '%Y-%m') AS month,
countDistinct(session_date) AS sessions,
round(count() / countDistinct(session_date), 0) AS avg_session_bars
FROM
(
SELECT
toTimeZone(window_start, 'America/New_York') AS et,
toDate(et) AS session_date,
toHour(et) * 60 + toMinute(et) AS et_min
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-04-01 04:00:00', 'UTC')
AND window_start < toDateTime('2026-07-01 04:00:00', 'UTC')
AND et_min >= 570
AND et_min < 960
)
GROUP BY toStartOfMonth(session_date)
ORDER BY toStartOfMonth(session_date)
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